# How do I solve generalized eigenvalue problems (like gevp in LMILAB)?

Three options. The first one is to code your own script based on a simple bisection. This is illustrated in the decay-rate example. Alternatively, use the bisection command. A final (worse) alternative is to install the BMI solvers PENBMI or PENLAB. These solvers solve GEVP problems globally (in theory).

## Leave a Comment